Discrete-time nonlinear filtering algorithms using gauss-hermite quadrature

Proceedings of the IEEE

Volumn 95, Issue 5, 2007, Pages 953-977

  Arasaratnam, Ienkaran ^a   Haykin, Simon ^a   Elliott, Robert J ^b  

^a MCMASTER UNIVERSITY   (Canada)

^b UNIVERSITY OF CALGARY   (Canada)

Author keywords

Gauss ndash; Hermite Quadrature Rule; Gaussian sum filter; Nonlinear filtering; Quadrature Kalman filter; Statistical linear regression (SLR)

Indexed keywords

ADDITIVES; GAUSSIAN DISTRIBUTION; KALMAN FILTERS; NONLINEAR FILTERING; NONLINEAR SYSTEMS;

ADDITIVE GAUSSIAN NOISE; DISCRETE-TIME NONLINEAR FILTERING; GAUSS-HERMITE QUADRATURE; GAUSSIAN MIXTURE REDUCTION; GAUSSIAN SUM FILTER; QUADRATURE KALMAN FILTERS; QUADRATURE RULES; STATISTICAL LINEAR REGRESSIONS;

GAUSSIAN NOISE (ELECTRONIC);

EID: 44849126898     PISSN: 00189219     EISSN: None     Source Type: Journal    
DOI: 10.1109/JPROC.2007.894705     Document Type: Article

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